JP Morgan Call 66 SM 17.01.2025
/ DE000JL9EWS4
JP Morgan Call 66 SM 17.01.2025/ DE000JL9EWS4 /
8/16/2024 8:31:59 AM |
Chg.+0.012 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
+33.33% |
- Bid Size: - |
- Ask Size: - |
SM Energy Company |
66.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JL9EWS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SM Energy Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
8/8/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.32 |
Parity: |
-1.87 |
Time value: |
0.34 |
Break-even: |
63.25 |
Moneyness: |
0.69 |
Premium: |
0.54 |
Premium p.a.: |
1.79 |
Spread abs.: |
0.31 |
Spread %: |
871.43% |
Delta: |
0.32 |
Theta: |
-0.03 |
Omega: |
3.90 |
Rho: |
0.04 |
Quote data
Open: |
0.048 |
High: |
0.048 |
Low: |
0.048 |
Previous Close: |
0.036 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-60.00% |
YTD |
|
|
-63.08% |
1 Year |
|
|
-86.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.036 |
1M High / 1M Low: |
0.078 |
0.022 |
6M High / 6M Low: |
0.300 |
0.022 |
High (YTD): |
4/11/2024 |
0.300 |
Low (YTD): |
8/8/2024 |
0.022 |
52W High: |
9/1/2023 |
0.410 |
52W Low: |
8/8/2024 |
0.022 |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.127 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.161 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
402.83% |
Volatility 6M: |
|
266.63% |
Volatility 1Y: |
|
220.14% |
Volatility 3Y: |
|
- |